+192.4%
CHD vs ALLY
+174.3%
+18.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.4% |
| 7D | +3.6% | +0.4% | +3.3% | +3.6% |
| 30D | +10.4% | +5.2% | +5.2% | +10.2% |
| 3M | +12.2% | -13.3% | +25.5% | +12.7% |
| 6M | +19.9% | -6.7% | +26.6% | +20.2% |
| YTD | +36.4% | -12.8% | +49.2% | +36.9% |
| 1Y | +35.1% | +0.7% | +34.4% | +35.1% |
| 3Y | +29.2% | +65.2% | -36.0% | +26.3% |
| 5Y | +33.4% | -10.1% | +43.5% | +31.6% |
| All | +192.4% | +174.3% | +18.2% | +189.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling